+59.2%
EWT vs FE
+5.8%
+53.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.4% |
| 7D | +9.1% | +1.2% | +7.9% | +9.4% |
| 30D | -12.2% | +4.5% | -16.8% | -11.1% |
| 3M | -9.4% | +1.3% | -10.8% | -9.0% |
| 6M | +2.7% | +8.7% | -6.0% | +3.8% |
| YTD | +53.3% | +9.2% | +44.1% | +56.0% |
| 1Y | +59.2% | +7.0% | +52.2% | +61.7% |
| All | +59.2% | +5.8% | +53.4% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling